+398.8%
OSCR vs KMX
-25.1%
+423.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.2% |
| 7D | +1.6% | -3.1% | +4.7% | +2.4% |
| 30D | +10.7% | +4.4% | +6.2% | +9.4% |
| 3M | +13.4% | +18.9% | -5.6% | +7.5% |
| 6M | +144.6% | +44.3% | +100.3% | +118.4% |
| YTD | +128.0% | +58.7% | +69.3% | +96.7% |
| 1Y | +68.7% | +0.1% | +68.5% | +64.3% |
| 3Y | +398.8% | -24.4% | +423.2% | +363.5% |
| All | +398.8% | -25.1% | +423.9% | +363.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded KMX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling